Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-05 0.423974 0.470634 0.522810 0.585988 0.661115 0.748491 0.859154
2025-10-12 0.387911 0.451476 0.527924 0.628442 0.759983 0.930627 1.176634
2025-10-19 0.342856 0.411587 0.498370 0.619230 0.788899 1.028507 1.413431
2025-10-26 0.313363 0.385727 0.480822 0.619887 0.827604 1.144952 1.712363
2025-11-02 0.283840 0.355725 0.452977 0.600471 0.831557 1.207629 1.944208
2025-11-09 0.255935 0.324862 0.420069 0.568341 0.809076 1.220395 2.087680
2025-11-16 0.239720 0.308519 0.405734 0.561675 0.825352 1.302376 2.403930
2025-11-23 0.234007 0.306280 0.411299 0.586114 0.897570 1.505829 3.105000
2025-11-30 0.222908 0.295199 0.402330 0.585462 0.924535 1.626655 3.679713
2025-12-07 0.210938 0.281901 0.388689 0.575114 0.931176 1.705301 4.191594
2025-12-14 0.199810 0.269109 0.374773 0.562631 0.931398 1.769327 4.712872
2025-12-21 0.189857 0.257487 0.361835 0.550456 0.930210 1.829910 5.285765
2025-12-28 0.187487 0.257858 0.369075 0.577097 1.018837 2.165506 7.616250
2026-01-04 0.187955 0.262676 0.384090 0.620536 1.156415 2.722432 12.998661
2026-01-11 0.179676 0.252899 0.373367 0.612324 1.170665 2.900369 16.542689
2026-01-18 0.173562 0.246264 0.367573 0.613332 1.208421 3.187264 23.286488
2026-01-25 0.164971 0.235070 0.352913 0.594365 1.190483 3.253149 27.835850
2026-02-01 0.155163 0.221416 0.333082 0.562770 1.133687 3.137091 28.493531
2026-02-08 0.149638 0.214673 0.325324 0.556226 1.144764 3.323028 38.682769
2026-02-15 0.148701 0.215563 0.331453 0.580325 1.247954 4.016553 93.315560
2026-02-22 0.144554 0.210756 0.326689 0.579687 1.278605 4.383225 185.094111
2026-03-01 0.139484 0.204130 0.318103 0.569490 1.277789 4.577933 340.124850
2026-03-08 0.134469 0.197396 0.308955 0.557187 1.268180 4.718773 679.011662